+45.9%
TEM vs RVMD
+416.9%
-371.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.2% |
| 7D | -9.2% | -3.6% | -5.6% | -7.6% |
| 30D | +5.5% | -1.1% | +6.5% | +5.8% |
| 3M | +18.7% | +41.0% | -22.3% | +1.5% |
| 6M | +15.4% | +105.7% | -90.3% | -18.8% |
| YTD | -0.5% | +155.3% | -155.8% | -43.0% |
| 1Y | -24.8% | +402.7% | -427.6% | -75.4% |
| All | +45.9% | +416.9% | -371.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling